+485.4%
P vs MOH
+198.8%
+286.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +6.5% | +0.4% | +6.1% | +6.5% |
| 30D | +18.8% | +2.9% | +15.9% | +18.4% |
| 3M | +26.7% | +4.1% | +22.6% | +25.7% |
| 6M | +62.2% | +33.8% | +28.3% | +54.8% |
| YTD | +48.5% | +15.7% | +32.8% | +42.6% |
| 1Y | +26.4% | +17.5% | +8.9% | +19.7% |
| 3Y | +159.4% | -35.3% | +194.7% | +158.3% |
| 5Y | +275.8% | -26.9% | +302.7% | +258.6% |
| 10Y | +732.0% | +262.9% | +469.1% | +500.3% |
| All | +485.4% | +198.8% | +286.6% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling